Conviction campaign 2026-09-27 (FAILED, research knob kept) + plain-words alert wording

Owner question: can score and confidence be combined into one number that is
easier to understand and for the system to decide on?

Research (pre-registered, nothing ships to the signal path):
- signals.grading_mode: "pair" (default, the shipped two-floor rule, byte-
  identical: all five reference MD5s reproduce on both scripts), "min"
  (min(|score|, 0.6*conf)), "product" (|score|*conf/100); thresholds fixed from
  the control's corner points, no tuning. Helpers _final_signal_and_grade /
  _transitioning_boost / conviction / CONVICTION_THRESHOLDS in signal_aggregator;
  mirrored in K2 (GRADING_MODE_CODES, PF_conv_* packed from the live module);
  twin refuses other values; M15 OOS MD5 equal on both scripts for both modes.
- Verdict: FAILED on M5 and M15. K-MIN moves 43-54 trades for -1.2R / -2.9R
  (clauses a,b,e / a,b,d); K-PROD -29R on M15 (PF 1.29, W3 DD 28.9R), neutral
  on M5. H1/H4 product +11.9R / +17.0R on W3 from extra low-score trades
  (H1 PF 1.98 -> 1.75, DD doubles): hypothesis only.
- Code review (high) before the runs: 6 findings fixed, 1 recorded
  (engine_config_fingerprint omits the switch under "pair", so live rows keep
  their fingerprint).

Delivery (books untouched): alerts lead with the grade and print the two raw
numbers in words (main.plain_words: "Direction: strong buy · Reliability: good
· timeframes agree", cut-offs = the grade table's own) on Telegram, /status,
the CLI and the dashboard card (plain_words in the snapshot); "MTF" label
replaced by "Other timeframes"; guides updated. Suite 566 passed.

Evidence: backtest/research/conviction_campaign_2026-09-27.md
This commit is contained in:
Harwinder Sekhon
2026-09-27 14:54:36 -04:00
parent 4e0a083955
commit d81cdf845b
13 changed files with 808 additions and 59 deletions
+10
View File
@@ -103,6 +103,16 @@ class TechnicalConfig:
class SignalConfig:
"""Signal scoring & filtering."""
mtf_agreement_threshold: int = 2 # of 3 timeframes
# RESEARCH-ONLY grading rule switch (campaign 2026-09-27,
# backtest/research/conviction_campaign_2026-09-27.md). "pair" is the
# shipped two-number rule (a score floor AND a confidence floor, the
# literal table in signal_aggregator._quality_pair); "min" and "product"
# grade on ONE conviction number (min(|score|, 0.6 x confidence) or
# |score| x confidence / 100, thresholds in
# signal_aggregator.CONVICTION_THRESHOLDS). Read by
# SignalAggregator._compute_final_signal and gate 6c; packed for the CUDA
# twin. Any value other than "pair" is a rule-1 event.
grading_mode: str = "pair"
min_rr_ratio: float = 0.5
# TP tightening (May 2026) was tuned on the pre-spread backtester.